Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	1.1723	2.23
$α$	0.2545	4.55
$β$	0.6055	9.14
$γ_{1}$	-0.3093	-0.26
$γ_{2}$	-0.2812	-0.18
$γ_{3}$	1.4361	1.89
$γ_{4}$	-1.5758	-1.99
$γ_{5}$	1.2915	1.65
$γ_{6}$	-0.4465	-0.67
$γ_{7}$	-1.1052	-1.74
$γ_{8}$	2.0980	3.17
$γ_{9}$	-1.9348	-2.62
$γ_{10}$	1.2492	2.34

V-Lab

Mrt Inc Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 16th, 2026:33.50% (+8.62%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Mrt Inc Analyses